There is a reference to a certain "bloodmoon" in the first Warcraft manual,W1ManO 18 when Garona tells about the creation of the Dark Portal ("As the Warlocks began their incantations to access the power of the rift, a howl began - low at first, then rising in pitch like a darkwolf baying during the bloodmoon").

The Pale Lady makes her first appearance in Rise of the Horde by Christie Golden. Here is the excerpt:

"When the Pale Lady cleared the dark line of trees, in Her waning phase but still bright enough to cast a powerful light that was reflected on the blankets of white snow [...]"

As this pointed out, the orcs use to refer to the Pale Lady in a respectful way, as to a feminine entity of some importance, thus recalling their shamanistic heritage (significant since the storyteller is supposed to be former WarchiefThrall).